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Stata Textbook Examples
Computer-Aided Multivariate Analysis by Afifi and Clark
Chapter 15: Factor Analysis

Table 15.7, page 373.
NOTE: The horst option on the rotate command standardizes the initial factor loadings for each variable to have a length of one before the rotation is made.
NOTE: The communalities are 1 - uniqueness.
use http://www.ats.ucla.edu/stat/stata/examples/cama3/depress, clear

factor c1-c20, factors(4) pcf
rotate, horst

            (varimax rotation)
               Rotated Factor Loadings
    Variable |      1          2          3          4    Uniqueness
-------------+------------------------------------------------------
          c1 |   0.63956    0.14648    0.26567    0.27807    0.42160
          c2 |   0.77342    0.29811    0.26968   -0.00446    0.24021
          c3 |   0.72715    0.05604    0.27167    0.04969    0.39183
          c4 |   0.63213   -0.06070    0.16462    0.42862    0.38591
          c5 |   0.79703    0.17465    0.15727    0.01431    0.30931
          c6 |   0.62284    0.23580   -0.02031    0.02936    0.55519
          c7 |   0.59372    0.15734    0.35710    0.33542    0.38272
          c8 |   0.09528   -0.05253    0.10793    0.73619    0.43454
          c9 |   0.24042    0.03247    0.61978    0.10495    0.54600
         c10 |   0.55858    0.25377    0.37648    0.18292    0.44839
         c11 |   0.49978    0.14720    0.40549    0.14520    0.54305
         c12 |   0.44777    0.39078   -0.05037   -0.06529    0.63999
         c13 |   0.06883    0.50391   -0.17276    0.53615    0.42404
         c14 |   0.11647    0.69522    0.18087    0.12765    0.45409
         c15 |   0.48955    0.42033   -0.12453    0.08828    0.56035
         c16 |   0.19463    0.67253    0.26383   -0.06953    0.43538
         c17 |   0.26869    0.66476    0.19161    0.00109    0.44918
         c18 |   0.40908    0.21245   -0.02752    0.22264    0.73719
         c19 |  -0.01272    0.23582    0.74615   -0.08772    0.37980
         c20 |   0.36129    0.09025    0.50492    0.42818    0.42304

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